+283.6%
WAB vs EXPD
+314.6%
-31.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -3.2% | -1.1% | -2.1% | -2.6% |
| 30D | -4.4% | +4.1% | -8.5% | -6.4% |
| 3M | +7.9% | +17.9% | -10.0% | -1.1% |
| 6M | +8.7% | +29.2% | -20.5% | -5.6% |
| YTD | +33.0% | +27.4% | +5.6% | +14.8% |
| 1Y | +46.7% | +56.8% | -10.2% | +12.2% |
| 3Y | +153.0% | +68.0% | +85.0% | +81.2% |
| 5Y | +222.3% | +61.9% | +160.4% | +128.5% |
| All | +283.6% | +314.6% | -31.0% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling